-48.9%
FND vs CRL
+37.9%
-86.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.6% |
| 7D | +0.4% | -0.6% | +0.9% | +0.6% |
| 30D | -23.6% | +5.0% | -28.5% | -25.1% |
| 3M | +4.3% | +50.6% | -46.3% | -11.1% |
| 6M | -20.3% | +60.9% | -81.2% | -34.5% |
| YTD | -21.3% | +40.7% | -62.0% | -32.2% |
| 1Y | -45.4% | +73.3% | -118.7% | -56.7% |
| 3Y | -48.9% | +40.6% | -89.4% | -57.2% |
| All | -48.9% | +37.9% | -86.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling